Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
1,362.4 |
1,354.4 |
-8.0 |
-0.6% |
1,322.7 |
High |
1,364.7 |
1,361.6 |
-3.1 |
-0.2% |
1,353.3 |
Low |
1,353.3 |
1,347.0 |
-6.3 |
-0.5% |
1,311.1 |
Close |
1,356.1 |
1,358.8 |
2.7 |
0.2% |
1,349.0 |
Range |
11.4 |
14.6 |
3.2 |
28.1% |
42.2 |
ATR |
19.5 |
19.1 |
-0.3 |
-1.8% |
0.0 |
Volume |
715 |
381 |
-334 |
-46.7% |
745,442 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.6 |
1,393.8 |
1,366.8 |
|
R3 |
1,385.0 |
1,379.2 |
1,362.8 |
|
R2 |
1,370.4 |
1,370.4 |
1,361.5 |
|
R1 |
1,364.6 |
1,364.6 |
1,360.1 |
1,367.5 |
PP |
1,355.8 |
1,355.8 |
1,355.8 |
1,357.3 |
S1 |
1,350.0 |
1,350.0 |
1,357.5 |
1,352.9 |
S2 |
1,341.2 |
1,341.2 |
1,356.1 |
|
S3 |
1,326.6 |
1,335.4 |
1,354.8 |
|
S4 |
1,312.0 |
1,320.8 |
1,350.8 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.4 |
1,448.9 |
1,372.2 |
|
R3 |
1,422.2 |
1,406.7 |
1,360.6 |
|
R2 |
1,380.0 |
1,380.0 |
1,356.7 |
|
R1 |
1,364.5 |
1,364.5 |
1,352.9 |
1,372.3 |
PP |
1,337.8 |
1,337.8 |
1,337.8 |
1,341.7 |
S1 |
1,322.3 |
1,322.3 |
1,345.1 |
1,330.1 |
S2 |
1,295.6 |
1,295.6 |
1,341.3 |
|
S3 |
1,253.4 |
1,280.1 |
1,337.4 |
|
S4 |
1,211.2 |
1,237.9 |
1,325.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,366.1 |
1,325.8 |
40.3 |
3.0% |
16.2 |
1.2% |
82% |
False |
False |
2,274 |
10 |
1,366.1 |
1,311.1 |
55.0 |
4.0% |
16.0 |
1.2% |
87% |
False |
False |
98,299 |
20 |
1,376.5 |
1,310.7 |
65.8 |
4.8% |
19.1 |
1.4% |
73% |
False |
False |
161,262 |
40 |
1,377.5 |
1,252.8 |
124.7 |
9.2% |
21.6 |
1.6% |
85% |
False |
False |
195,450 |
60 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
20.1 |
1.5% |
89% |
False |
False |
166,890 |
80 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.9 |
1.5% |
89% |
False |
False |
128,087 |
100 |
1,377.5 |
1,201.5 |
176.0 |
13.0% |
19.5 |
1.4% |
89% |
False |
False |
103,295 |
120 |
1,377.5 |
1,193.2 |
184.3 |
13.6% |
20.3 |
1.5% |
90% |
False |
False |
86,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.7 |
2.618 |
1,399.8 |
1.618 |
1,385.2 |
1.000 |
1,376.2 |
0.618 |
1,370.6 |
HIGH |
1,361.6 |
0.618 |
1,356.0 |
0.500 |
1,354.3 |
0.382 |
1,352.6 |
LOW |
1,347.0 |
0.618 |
1,338.0 |
1.000 |
1,332.4 |
1.618 |
1,323.4 |
2.618 |
1,308.8 |
4.250 |
1,285.0 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
1,357.3 |
1,358.0 |
PP |
1,355.8 |
1,357.2 |
S1 |
1,354.3 |
1,356.4 |
|